Assessing Climate Impacts on Credit Risk
| Start Time | End Time |
|---|---|
| 15 Jan 2026, 01:00 EST | 15 Jan 2026, 02:00 EST |
Overview
Financial institutions face significant challenges when assessing climate-related transition risks, including limited empirical data, long time horizons, methodological complexities, and organization-specific requirements. The United Nations Environment Programme Finance Initiative (UNEP FI) addresses these issues through a pilot program that introduces a structured, scenario-based risk assessment framework.
This methodology combines bottom-up expert judgment with top-down scenario parameters. It begins by estimating the impacts of climate transition scenarios on a small subset of borrowers and then extrapolates these effects to assess portfolio-wide changes in creditworthiness.
In this webinar, MathWorks will guide you through the UNEP FI approach using climate transition scenario data from the Bank of Canada. You’ll gain practical insights into performing a transition risk assessment for corporate lending portfolios and learn how to address common challenges in the process.
About the Presenter
Elre Oldewage is an application engineer at MathWorks specializing in machine learning, climate risk and financial applications. She joined MathWorks in 2023 after completing her PhD which focused on robustness in machine learning and how second order optimization can be used to improve model training. Elre holds an MSc in Computer Science from the University of Pretoria and a PhD in Engineering from the University of Cambridge.
Sara Galante is a Senior Application Engineer at MathWorks, where she leverages her modeling and simulation background to support asset management and computational finance customers. She joined MathWorks after completing her M.S. in financial engineering at Columbia University, where she focused on financial risk management and portfolio optimization. She also holds a B.S. from Rowan University and an M.S. from the University of Virginia, both in electrical engineering.
This event is part of a series of related topics. View the full list of events in this series.
We will not sell or rent your personal contact information. See our privacy policy for details.
You are already signed in to your MathWorks Account. Please press the "Submit" button to complete the process.
